ECBOT 30 Year Treasury Bond Future June 2013

Trading Metrics calculated at close of trading on 01-Feb-2013

Day Change Summary
	Previous	Current
	31-Jan-2013	01-Feb-2013	Change	Change %	Previous Week
Open	142-00	141-24	-0-08	-0.2%	142-15
High	142-03	142-26	0-23	0.5%	142-26
Low	141-18	141-00	-0-18	-0.4%	141-00
Close	141-31	141-11	-0-20	-0.4%	141-11
Range	0-17	1-26	1-09	241.2%	1-26
ATR	0-27	0-29	0-02	8.5%	0-00
Volume	859	1,100	241	28.1%	3,564

Daily Pivots for day following 01-Feb-2013
	Classic	Woodie	Camarilla	DeMark
R4	147-05	146-02	142-11
R3	145-11	144-08	141-27
R2	143-17	143-17	141-22
R1	142-14	142-14	141-16	142-02
PP	141-23	141-23	141-23	141-17
S1	140-20	140-20	141-06	140-08
S2	139-29	139-29	141-00
S3	138-03	138-26	140-27
S4	136-09	137-00	140-11

Weekly Pivots for week ending 01-Feb-2013
	Classic	Woodie	Camarilla	DeMark
R4	147-05	146-02	142-11
R3	145-11	144-08	141-27
R2	143-17	143-17	141-22
R1	142-14	142-14	141-16	142-02
PP	141-23	141-23	141-23	141-17
S1	140-20	140-20	141-06	140-08
S2	139-29	139-29	141-00
S3	138-03	138-26	140-27
S4	136-09	137-00	140-11

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	142-26	141-00	1-26	1.3%	1-01	0.7%	19%	True	True	712
10	144-30	141-00	3-30	2.8%	0-31	0.7%	9%	False	True	459
20	144-30	141-00	3-30	2.8%	0-24	0.5%	9%	False	True	251
40	149-11	141-00	8-11	5.9%	0-18	0.4%	4%	False	True	128

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-09
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	150-16
2.618	147-18
1.618	145-24
1.000	144-20
0.618	143-30
HIGH	142-26
0.618	142-04
0.500	141-29
0.382	141-22
LOW	141-00
0.618	139-28
1.000	139-06
1.618	138-02
2.618	136-08
4.250	133-10

Fisher Pivots for day following 01-Feb-2013
Pivot	1 day	3 day
R1	141-29	141-29
PP	141-23	141-23
S1	141-17	141-17

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

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